Prof. Dr. Thorsten Schmidt, TU Chemnitz, Finanzmathematik : Fakultät für Mathematik: Professur Finanzmathematik: Working Papers
- TU Chemnitz
Fakultät für Mathematik- Professur Finanzmathematik
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Working Papers und Preprints
R. Frey, T. Schmidt and L. Xu, "On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations", 2011, submitted. pdf
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O. Hartmann, P. Schuetz, W. Albrich, S. Anker, B. Müller and T. Schmidt. "The added value of serial biomarker measurements for survival prediction: Finding the right answers in time-dependent Cox regression", 2010. submitted.
E. Eberlein, Z. Grabc and T. Schmidt. "Market models for CDOs driven by Levy processes.", 2010, submitted. pdf
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R. Gaspar and T. Schmidt. "Credit Risk Modelling with Shot Noise Effects", 2011, submitted. pdf
R. Gaspar and T. Schmidt. "Quadratic Portfolio Credit Risk Models with Shot-Noise Effects". Stockholm School of Economics Working Paper Series - N0. 616. see here
